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Debabrota Basu

Publications and source records attributed to Debabrota Basu.

At least 37 records · Page 2Linked to original sources

FraPPE: Fast and Efficient Preference-based Pure Exploration

Preference-based Pure Exploration (PrePEx) aims to identify with a given confidence level the set of Pareto optimal arms in a vector-valued (aka multi-objective) bandit, where the reward vectors are ordered via a (given) preference cone $\mathcal{C}$. Though PrePEx and its variants are well-studied, there does not exist a computationally efficient algorithm that can optimally track the existing lower bound for arbitrary preference cones. We successfully fill this gap by efficiently solving the minimisation and maximisation problems in the lower bound. First, we derive three structural properties of the lower bound that yield a computationally tractable reduction of the minimisation problem. Then, we deploy a Frank-Wolfe optimiser to accelerate the maximisation problem in the lower bound. Together, these techniques solve the maxmin optimisation problem in $\mathcal{O}(KL^{2})$ time for a bandit instance with $K$ arms and $L$ dimensional reward, which is a significant acceleration over the literature. We further prove that our proposed PrePEx algorithm, FraPPE, asymptotically achieves the optimal sample complexity. Finally, we perform numerical experiments across synthetic and real datasets demonstrating that FraPPE achieves the lowest sample complexities to identify the exact Pareto set among the existing algorithms.

cs.LG↗

The Fair Game: Auditing & Debiasing AI Algorithms Over Time

An emerging field of AI, namely Fair Machine Learning (ML), aims to quantify different types of bias (also known as unfairness) exhibited in the predictions of ML algorithms, and to design new algorithms to mitigate them. Often, the definitions of bias used in the literature are observational, i.e. they use the input and output of a pre-trained algorithm to quantify a bias under concern. In reality,these definitions are often conflicting in nature and can only be deployed if either the ground truth is known or only in retrospect after deploying the algorithm. Thus,there is a gap between what we want Fair ML to achieve and what it does in a dynamic social environment. Hence, we propose an alternative dynamic mechanism,"Fair Game",to assure fairness in the predictions of an ML algorithm and to adapt its predictions as the society interacts with the algorithm over time. "Fair Game" puts together an Auditor and a Debiasing algorithm in a loop around an ML algorithm. The "Fair Game" puts these two components in a loop by leveraging Reinforcement Learning (RL). RL algorithms interact with an environment to take decisions, which yields new observations (also known as data/feedback) from the environment and in turn, adapts future decisions. RL is already used in algorithms with pre-fixed long-term fairness goals. "Fair Game" provides a unique framework where the fairness goals can be adapted over time by only modifying the auditor and the different biases it quantifies. Thus,"Fair Game" aims to simulate the evolution of ethical and legal frameworks in the society by creating an auditor which sends feedback to a debiasing algorithm deployed around an ML system. This allows us to develop a flexible and adaptive-over-time framework to build Fair ML systems pre- and post-deployment.

cs.AI↗

Optimal Regret of Bernoulli Bandits under Global Differential Privacy

As sequential learning algorithms are increasingly applied to real life, ensuring data privacy while maintaining their utilities emerges as a timely question. In this context, regret minimisation in stochastic bandits under $ε$-global Differential Privacy (DP) has been widely studied. Unlike bandits without DP, there is a significant gap between the best-known regret lower and upper bound in this setting, though they "match" in order. Thus, we revisit the regret lower and upper bounds of $ε$-global DP algorithms for Bernoulli bandits and improve both. First, we prove a tighter regret lower bound involving a novel information-theoretic quantity characterising the hardness of $ε$-global DP in stochastic bandits. Our lower bound strictly improves on the existing ones across all $ε$ values. Then, we choose two asymptotically optimal bandit algorithms, i.e. DP-KLUCB and DP-IMED, and propose their DP versions using a unified blueprint, i.e., (a) running in arm-dependent phases, and (b) adding Laplace noise to achieve privacy. For Bernoulli bandits, we analyse the regrets of these algorithms and show that their regrets asymptotically match our lower bound up to a constant arbitrary close to 1. This refutes the conjecture that forgetting past rewards is necessary to design optimal bandit algorithms under global DP. At the core of our algorithms lies a new concentration inequality for sums of Bernoulli variables under Laplace mechanism, which is a new DP version of the Chernoff bound. This result is universally useful as the DP literature commonly treats the concentrations of Laplace noise and random variables separately, while we couple them to yield a tighter bound.

stat.ML↗

Some Targets Are Harder to Identify than Others: Quantifying the Target-dependent Membership Leakage

In a Membership Inference (MI) game, an attacker tries to infer whether a target point was included or not in the input of an algorithm. Existing works show that some target points are easier to identify, while others are harder. This paper explains the target-dependent hardness of membership attacks by studying the powers of the optimal attacks in a fixed-target MI game. We characterise the optimal advantage and trade-off functions of attacks against the empirical mean in terms of the Mahalanobis distance between the target point and the data-generating distribution. We further derive the impacts of two privacy defences, i.e. adding Gaussian noise and sub-sampling, and that of target misspecification on optimal attacks. As by-products of our novel analysis of the Likelihood Ratio (LR) test, we provide a new covariance attack which generalises and improves the scalar product attack. Also, we propose a new optimal canary-choosing strategy for auditing privacy in the white-box federated learning setting. Our experiments validate that the Mahalanobis score explains the hardness of fixed-target MI games.

cs.LG↗

When Witnesses Defend: A Witness Graph Topological Layer for Adversarial Graph Learning

Capitalizing on the intuitive premise that shape characteristics are more robust to perturbations, we bridge adversarial graph learning with the emerging tools from computational topology, namely, persistent homology representations of graphs. We introduce the concept of witness complex to adversarial analysis on graphs, which allows us to focus only on the salient shape characteristics of graphs, yielded by the subset of the most essential nodes (i.e., landmarks), with minimal loss of topological information on the whole graph. The remaining nodes are then used as witnesses, governing which higher-order graph substructures are incorporated into the learning process. Armed with the witness mechanism, we design Witness Graph Topological Layer (WGTL), which systematically integrates both local and global topological graph feature representations, the impact of which is, in turn, automatically controlled by the robust regularized topological loss. Given the attacker's budget, we derive the important stability guarantees of both local and global topology encodings and the associated robust topological loss. We illustrate the versatility and efficiency of WGTL by its integration with five GNNs and three existing non-topological defense mechanisms. Our extensive experiments across six datasets demonstrate that WGTL boosts the robustness of GNNs across a range of perturbations and against a range of adversarial attacks. Our datasets and source codes are available at https://github.com/toggled/WGTL.

cs.LG↗

Isoperimetry is All We Need: Langevin Posterior Sampling for RL with Sublinear Regret

Common assumptions, like linear or RKHS models, and Gaussian or log-concave posteriors over the models, do not explain practical success of RL across a wider range of distributions and models. Thus, we study how to design RL algorithms with sublinear regret for isoperimetric distributions, specifically the ones satisfying the Log-Sobolev Inequality (LSI). LSI distributions include the standard setups of RL theory, and others, such as many non-log-concave and perturbed distributions. First, we show that the Posterior Sampling-based RL (PSRL) algorithm yields sublinear regret if the data distributions satisfy LSI and some mild additional assumptions. Also, when we cannot compute or sample from an exact posterior, we propose a Langevin sampling-based algorithm design: LaPSRL. We show that LaPSRL achieves order-optimal regret and subquadratic complexity per episode. Finally, we deploy LaPSRL with a Langevin sampler -- SARAH-LD, and test it for different bandit and MDP environments. Experimental results validate the generality of LaPSRL across environments and its competitive performance with respect to the baselines.

cs.LG↗

Preference-based Pure Exploration

We study the preference-based pure exploration problem for bandits with vector-valued rewards. The rewards are ordered using a (given) preference cone $\mathcal{C}$ and our goal is to identify the set of Pareto optimal arms. First, to quantify the impact of preferences, we derive a novel lower bound on sample complexity for identifying the most preferred policy with a confidence level $1-δ$. Our lower bound elicits the role played by the geometry of the preference cone and punctuates the difference in hardness compared to existing best-arm identification variants of the problem. We further explicate this geometry when the rewards follow Gaussian distributions. We then provide a convex relaxation of the lower bound and leverage it to design the Preference-based Track and Stop (PreTS) algorithm that identifies the most preferred policy. Finally, we show that the sample complexity of PreTS is asymptotically tight by deriving a new concentration inequality for vector-valued rewards.

stat.ML↗

Dynamical-VAE-based Hindsight to Learn the Causal Dynamics of Factored-POMDPs

Learning representations of underlying environmental dynamics from partial observations is a critical challenge in machine learning. In the context of Partially Observable Markov Decision Processes (POMDPs), state representations are often inferred from the history of past observations and actions. We demonstrate that incorporating future information is essential to accurately capture causal dynamics and enhance state representations. To address this, we introduce a Dynamical Variational Auto-Encoder (DVAE) designed to learn causal Markovian dynamics from offline trajectories in a POMDP. Our method employs an extended hindsight framework that integrates past, current, and multi-step future information within a factored-POMDP setting. Empirical results reveal that this approach uncovers the causal graph governing hidden state transitions more effectively than history-based and typical hindsight-based models.

cs.LG↗

FLIPHAT: Joint Differential Privacy for High Dimensional Sparse Linear Bandits

High dimensional sparse linear bandits serve as an efficient model for sequential decision-making problems (e.g. personalized medicine), where high dimensional features (e.g. genomic data) on the users are available, but only a small subset of them are relevant. Motivated by data privacy concerns in these applications, we study the joint differentially private high dimensional sparse linear bandits, where both rewards and contexts are considered as private data. First, to quantify the cost of privacy, we derive a lower bound on the regret achievable in this setting. To further address the problem, we design a computationally efficient bandit algorithm, \textbf{F}orgetfu\textbf{L} \textbf{I}terative \textbf{P}rivate \textbf{HA}rd \textbf{T}hresholding (FLIPHAT). Along with doubling of episodes and episodic forgetting, FLIPHAT deploys a variant of Noisy Iterative Hard Thresholding (N-IHT) algorithm as a sparse linear regression oracle to ensure both privacy and regret-optimality. We show that FLIPHAT achieves optimal regret in terms of privacy parameters $ε, δ$, context dimension $d$, and time horizon $T$ up to a linear factor in model sparsity and logarithmic factor in $d$. We analyze the regret by providing a novel refined analysis of the estimation error of N-IHT, which is of parallel interest.

stat.ML↗

How does Your RL Agent Explore? An Optimal Transport Analysis of Occupancy Measure Trajectories

The rising successes of RL are propelled by combining smart algorithmic strategies and deep architectures to optimize the distribution of returns and visitations over the state-action space. A quantitative framework to compare the learning processes of these eclectic RL algorithms is currently absent but desired in practice. We address this gap by representing the learning process of an RL algorithm as a sequence of policies generated during training, and then studying the policy trajectory induced in the manifold of state-action occupancy measures. Using an optimal transport-based metric, we measure the length of the paths induced by the policy sequence yielded by an RL algorithm between an initial policy and a final optimal policy. Hence, we first define the 'Effort of Sequential Learning' (ESL). ESL quantifies the relative distance that an RL algorithm travels compared to the shortest path from the initial to the optimal policy. Further, we connect the dynamics of policies in the occupancy measure space and regret (another metric to understand the suboptimality of an RL algorithm), by defining the 'Optimal Movement Ratio' (OMR). OMR assesses the fraction of movements in the occupancy measure space that effectively reduce an analogue of regret. Finally, we derive approximation guarantees to estimate ESL and OMR with finite number of samples and without access to an optimal policy. Through empirical analyses across various environments and algorithms, we demonstrate that ESL and OMR provide insights into the exploration processes of RL algorithms and hardness of different tasks in discrete and continuous MDPs.

cs.LG↗

Active Fourier Auditor for Estimating Distributional Properties of ML Models

With the pervasive deployment of Machine Learning (ML) models in real-world applications, verifying and auditing properties of ML models have become a central concern. In this work, we focus on three properties: robustness, individual fairness, and group fairness. We discuss two approaches for auditing ML model properties: estimation with and without reconstruction of the target model under audit. Though the first approach is studied in the literature, the second approach remains unexplored. For this purpose, we develop a new framework that quantifies different properties in terms of the Fourier coefficients of the ML model under audit but does not parametrically reconstruct it. We propose the Active Fourier Auditor (AFA), which queries sample points according to the Fourier coefficients of the ML model, and further estimates the properties. We derive high probability error bounds on AFA's estimates, along with the worst-case lower bounds on the sample complexity to audit them. Numerically we demonstrate on multiple datasets and models that AFA is more accurate and sample-efficient to estimate the properties of interest than the baselines.

cs.LG↗

Testing Credibility of Public and Private Surveys through the Lens of Regression

Testing whether a sample survey is a credible representation of the population is an important question to ensure the validity of any downstream research. While this problem, in general, does not have an efficient solution, one might take a task-based approach and aim to understand whether a certain data analysis tool, like linear regression, would yield similar answers both on the population and the sample survey. In this paper, we design an algorithm to test the credibility of a sample survey in terms of linear regression. In other words, we design an algorithm that can certify if a sample survey is good enough to guarantee the correctness of data analysis done using linear regression tools. Nowadays, one is naturally concerned about data privacy in surveys. Thus, we further test the credibility of surveys published in a differentially private manner. Specifically, we focus on Local Differential Privacy (LDP), which is a standard technique to ensure privacy in surveys where the survey participants might not trust the aggregator. We extend our algorithm to work even when the data analysis has been done using surveys with LDP. In the process, we also propose an algorithm that learns with high probability the guarantees a linear regression model on a survey published with LDP. Our algorithm also serves as a mechanism to learn linear regression models from data corrupted with noise coming from any subexponential distribution. We prove that it achieves the optimal estimation error bound for $\ell_1$ linear regression, which might be of broader interest. We prove the theoretical correctness of our algorithms while trying to reduce the sample complexity for both public and private surveys. We also numerically demonstrate the performance of our algorithms on real and synthetic datasets.

cs.LG↗

The Steepest Slope toward a Quantum Few-body Solution: Gradient Variational Methods for the Quantum Few-body Problem

Quantum few-body systems are deceptively simple. Indeed, with the notable exception of a few special cases, their associated Schrodinger equation cannot be solved analytically for more than two particles. One has to resort to approximation methods to tackle quantum few-body problems. In particular, variational methods have been proposed to ease numerical calculations and obtain precise solutions. One such method is the Stochastic Variational Method, which employs a stochastic search to determine the number and parameters of correlated Gaussian basis functions used to construct an ansatz of the wave function. Stochastic methods, however, face numerical and optimization challenges as the number of particles increases. We introduce a family of gradient variational methods that replace stochastic search with gradient optimization. We comparatively and empirically evaluate the performance of the baseline Stochastic Variational Method, several instances of the gradient variational method family, and some hybrid methods for selected few-body problems. We show that gradient and hybrid methods can be more efficient and effective than the Stochastic Variational Method. We discuss the role of singularities, oscillations, and gradient optimization strategies in the performance of the respective methods.

physics.comp-ph↗

Augmented Bayesian Policy Search

Deterministic policies are often preferred over stochastic ones when implemented on physical systems. They can prevent erratic and harmful behaviors while being easier to implement and interpret. However, in practice, exploration is largely performed by stochastic policies. First-order Bayesian Optimization (BO) methods offer a principled way of performing exploration using deterministic policies. This is done through a learned probabilistic model of the objective function and its gradient. Nonetheless, such approaches treat policy search as a black-box problem, and thus, neglect the reinforcement learning nature of the problem. In this work, we leverage the performance difference lemma to introduce a novel mean function for the probabilistic model. This results in augmenting BO methods with the action-value function. Hence, we call our method Augmented Bayesian Search~(ABS). Interestingly, this new mean function enhances the posterior gradient with the deterministic policy gradient, effectively bridging the gap between BO and policy gradient methods. The resulting algorithm combines the convenience of the direct policy search with the scalability of reinforcement learning. We validate ABS on high-dimensional locomotion problems and demonstrate competitive performance compared to existing direct policy search schemes.

cs.LG↗

Concentrated Differential Privacy for Bandits

Bandits serve as the theoretical foundation of sequential learning and an algorithmic foundation of modern recommender systems. However, recommender systems often rely on user-sensitive data, making privacy a critical concern. This paper contributes to the understanding of Differential Privacy (DP) in bandits with a trusted centralised decision-maker, and especially the implications of ensuring zero Concentrated Differential Privacy (zCDP). First, we formalise and compare different adaptations of DP to bandits, depending on the considered input and the interaction protocol. Then, we propose three private algorithms, namely AdaC-UCB, AdaC-GOPE and AdaC-OFUL, for three bandit settings, namely finite-armed bandits, linear bandits, and linear contextual bandits. The three algorithms share a generic algorithmic blueprint, i.e. the Gaussian mechanism and adaptive episodes, to ensure a good privacy-utility trade-off. We analyse and upper bound the regret of these three algorithms. Our analysis shows that in all of these settings, the prices of imposing zCDP are (asymptotically) negligible in comparison with the regrets incurred oblivious to privacy. Next, we complement our regret upper bounds with the first minimax lower bounds on the regret of bandits with zCDP. To prove the lower bounds, we elaborate a new proof technique based on couplings and optimal transport. We conclude by experimentally validating our theoretical results for the three different settings of bandits.

stat.ML↗

Stochastic Online Instrumental Variable Regression: Regrets for Endogeneity and Bandit Feedback

Endogeneity, i.e. the dependence of noise and covariates, is a common phenomenon in real data due to omitted variables, strategic behaviours, measurement errors etc. In contrast, the existing analyses of stochastic online linear regression with unbounded noise and linear bandits depend heavily on exogeneity, i.e. the independence of noise and covariates. Motivated by this gap, we study the over- and just-identified Instrumental Variable (IV) regression, specifically Two-Stage Least Squares, for stochastic online learning, and propose to use an online variant of Two-Stage Least Squares, namely O2SLS. We show that O2SLS achieves $\mathcal O(d_{x}d_{z}\log^2 T)$ identification and $\widetilde{\mathcal O}(γ\sqrt{d_{z} T})$ oracle regret after $T$ interactions, where $d_{x}$ and $d_{z}$ are the dimensions of covariates and IVs, and $γ$ is the bias due to endogeneity. For $γ=0$, i.e. under exogeneity, O2SLS exhibits $\mathcal O(d_{x}^2 \log^2 T)$ oracle regret, which is of the same order as that of the stochastic online ridge. Then, we leverage O2SLS as an oracle to design OFUL-IV, a stochastic linear bandit algorithm to tackle endogeneity. OFUL-IV yields $\widetilde{\mathcal O}(\sqrt{d_{x}d_{z}T})$ regret that matches the regret lower bound under exogeneity. For different datasets with endogeneity, we experimentally show efficiencies of O2SLS and OFUL-IV.

cs.LG↗

Pure Exploration in Bandits with Linear Constraints

We address the problem of identifying the optimal policy with a fixed confidence level in a multi-armed bandit setup, when \emph{the arms are subject to linear constraints}. Unlike the standard best-arm identification problem which is well studied, the optimal policy in this case may not be deterministic and could mix between several arms. This changes the geometry of the problem which we characterize via an information-theoretic lower bound. We introduce two asymptotically optimal algorithms for this setting, one based on the Track-and-Stop method and the other based on a game-theoretic approach. Both these algorithms try to track an optimal allocation based on the lower bound and computed by a weighted projection onto the boundary of a normal cone. Finally, we provide empirical results that validate our bounds and visualize how constraints change the hardness of the problem.

cs.LG↗

Marich: A Query-efficient Distributionally Equivalent Model Extraction Attack using Public Data

We study design of black-box model extraction attacks that can send minimal number of queries from a publicly available dataset to a target ML model through a predictive API with an aim to create an informative and distributionally equivalent replica of the target. First, we define distributionally equivalent and Max-Information model extraction attacks, and reduce them into a variational optimisation problem. The attacker sequentially solves this optimisation problem to select the most informative queries that simultaneously maximise the entropy and reduce the mismatch between the target and the stolen models. This leads to an active sampling-based query selection algorithm, Marich, which is model-oblivious. Then, we evaluate Marich on different text and image data sets, and different models, including CNNs and BERT. Marich extracts models that achieve $\sim 60-95\%$ of true model's accuracy and uses $\sim 1,000 - 8,500$ queries from the publicly available datasets, which are different from the private training datasets. Models extracted by Marich yield prediction distributions, which are $\sim 2-4\times$ closer to the target's distribution in comparison to the existing active sampling-based attacks. The extracted models also lead to $84-96\%$ accuracy under membership inference attacks. Experimental results validate that Marich is query-efficient, and capable of performing task-accurate, high-fidelity, and informative model extraction.

cs.LG↗